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rwasp_autocorrelation.wasp

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(Partial) Autocorrelation Function

Date of computation

Fri, 23 Dec 2011 06:13:22 -0500

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Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2011/Dec/23/t1324638812g18ic5zk0rvyewa.htm/, Retrieved Mon, 29 Apr 2024 18:43:49 +0000

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=160281, Retrieved Mon, 29 Apr 2024 18:43:49 +0000

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Estimated Impact

Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)

-     [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-12 13:32:37] [76963dc1903f0f612b6153510a3818cf]
- R  D  [Univariate Explorative Data Analysis] [Run Sequence gebo...] [2008-12-17 12:14:40] [76963dc1903f0f612b6153510a3818cf]
-         [Univariate Explorative Data Analysis] [Run Sequence Plot...] [2008-12-22 18:19:51] [1ce0d16c8f4225c977b42c8fa93bc163]
- RMP       [Univariate Data Series] [Identifying Integ...] [2009-11-22 12:08:06] [b98453cac15ba1066b407e146608df68]
- RMP         [(Partial) Autocorrelation Function] [] [2011-12-03 12:01:48] [84fecfa8c8107ac4e0024d8b1730a531]
- R             [(Partial) Autocorrelation Function] [] [2011-12-18 18:25:40] [74be16979710d4c4e7c6647856088456]
-                   [(Partial) Autocorrelation Function] [] [2011-12-23 11:13:22] [a23917169fba894c1fbb2182d294ed58] [Current]

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Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 1 seconds \tabularnewline
R Server & 'Herman Ole Andreas Wold' @ wold.wessa.net \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160281&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]1 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Herman Ole Andreas Wold' @ wold.wessa.net[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160281&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160281&T=0

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Input	view raw input (R code)
Raw Output	view raw output of R engine
Computing time	1 seconds
R Server	'Herman Ole Andreas Wold' @ wold.wessa.net

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.438692	-3.4543	5e-04
2	-0.034163	-0.269	0.39441
3	0.006301	0.0496	0.480293
4	-0.141184	-1.1117	0.135284
5	0.212823	1.6758	0.04941
6	0.014088	0.1109	0.456014
7	-0.140261	-1.1044	0.13684
8	-0.079992	-0.6299	0.265551
9	0.291393	2.2944	0.012582
10	-0.178601	-1.4063	0.082313
11	0.057986	0.4566	0.324784
12	-0.085255	-0.6713	0.252261
13	-0.164608	-1.2961	0.099868
14	0.4053	3.1913	0.001112
15	-0.239362	-1.8847	0.032077
16	-0.012553	-0.0988	0.460791
17	0.023881	0.188	0.425729
18	0.071287	0.5613	0.288303
19	0.009901	0.078	0.469054
20	-0.017519	-0.1379	0.445366
21	-0.09158	-0.7211	0.236778
22	-0.105641	-0.8318	0.204351
23	0.321974	2.5352	0.006887
24	-0.152479	-1.2006	0.117233
25	0.021756	0.1713	0.43227
26	-0.076655	-0.6036	0.274163
27	0.012885	0.1015	0.459759
28	0.120006	0.9449	0.174182
29	-0.100286	-0.7897	0.216369
30	0.00994	0.0783	0.468933
31	-0.138716	-1.0923	0.139475
32	0.170331	1.3412	0.092376
33	0.044873	0.3533	0.362521
34	-0.070554	-0.5555	0.290262
35	-0.002753	-0.0217	0.491388
36	-0.131069	-1.032	0.153031

\begin{tabular}{lllllllll}
\hline
Autocorrelation Function \tabularnewline
Time lag k & ACF(k) & T-STAT & P-value \tabularnewline
1 & -0.438692 & -3.4543 & 5e-04 \tabularnewline
2 & -0.034163 & -0.269 & 0.39441 \tabularnewline
3 & 0.006301 & 0.0496 & 0.480293 \tabularnewline
4 & -0.141184 & -1.1117 & 0.135284 \tabularnewline
5 & 0.212823 & 1.6758 & 0.04941 \tabularnewline
6 & 0.014088 & 0.1109 & 0.456014 \tabularnewline
7 & -0.140261 & -1.1044 & 0.13684 \tabularnewline
8 & -0.079992 & -0.6299 & 0.265551 \tabularnewline
9 & 0.291393 & 2.2944 & 0.012582 \tabularnewline
10 & -0.178601 & -1.4063 & 0.082313 \tabularnewline
11 & 0.057986 & 0.4566 & 0.324784 \tabularnewline
12 & -0.085255 & -0.6713 & 0.252261 \tabularnewline
13 & -0.164608 & -1.2961 & 0.099868 \tabularnewline
14 & 0.4053 & 3.1913 & 0.001112 \tabularnewline
15 & -0.239362 & -1.8847 & 0.032077 \tabularnewline
16 & -0.012553 & -0.0988 & 0.460791 \tabularnewline
17 & 0.023881 & 0.188 & 0.425729 \tabularnewline
18 & 0.071287 & 0.5613 & 0.288303 \tabularnewline
19 & 0.009901 & 0.078 & 0.469054 \tabularnewline
20 & -0.017519 & -0.1379 & 0.445366 \tabularnewline
21 & -0.09158 & -0.7211 & 0.236778 \tabularnewline
22 & -0.105641 & -0.8318 & 0.204351 \tabularnewline
23 & 0.321974 & 2.5352 & 0.006887 \tabularnewline
24 & -0.152479 & -1.2006 & 0.117233 \tabularnewline
25 & 0.021756 & 0.1713 & 0.43227 \tabularnewline
26 & -0.076655 & -0.6036 & 0.274163 \tabularnewline
27 & 0.012885 & 0.1015 & 0.459759 \tabularnewline
28 & 0.120006 & 0.9449 & 0.174182 \tabularnewline
29 & -0.100286 & -0.7897 & 0.216369 \tabularnewline
30 & 0.00994 & 0.0783 & 0.468933 \tabularnewline
31 & -0.138716 & -1.0923 & 0.139475 \tabularnewline
32 & 0.170331 & 1.3412 & 0.092376 \tabularnewline
33 & 0.044873 & 0.3533 & 0.362521 \tabularnewline
34 & -0.070554 & -0.5555 & 0.290262 \tabularnewline
35 & -0.002753 & -0.0217 & 0.491388 \tabularnewline
36 & -0.131069 & -1.032 & 0.153031 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160281&T=1

[TABLE]
[ROW][C]Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]ACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]-0.438692[/C][C]-3.4543[/C][C]5e-04[/C][/ROW]
[ROW][C]2[/C][C]-0.034163[/C][C]-0.269[/C][C]0.39441[/C][/ROW]
[ROW][C]3[/C][C]0.006301[/C][C]0.0496[/C][C]0.480293[/C][/ROW]
[ROW][C]4[/C][C]-0.141184[/C][C]-1.1117[/C][C]0.135284[/C][/ROW]
[ROW][C]5[/C][C]0.212823[/C][C]1.6758[/C][C]0.04941[/C][/ROW]
[ROW][C]6[/C][C]0.014088[/C][C]0.1109[/C][C]0.456014[/C][/ROW]
[ROW][C]7[/C][C]-0.140261[/C][C]-1.1044[/C][C]0.13684[/C][/ROW]
[ROW][C]8[/C][C]-0.079992[/C][C]-0.6299[/C][C]0.265551[/C][/ROW]
[ROW][C]9[/C][C]0.291393[/C][C]2.2944[/C][C]0.012582[/C][/ROW]
[ROW][C]10[/C][C]-0.178601[/C][C]-1.4063[/C][C]0.082313[/C][/ROW]
[ROW][C]11[/C][C]0.057986[/C][C]0.4566[/C][C]0.324784[/C][/ROW]
[ROW][C]12[/C][C]-0.085255[/C][C]-0.6713[/C][C]0.252261[/C][/ROW]
[ROW][C]13[/C][C]-0.164608[/C][C]-1.2961[/C][C]0.099868[/C][/ROW]
[ROW][C]14[/C][C]0.4053[/C][C]3.1913[/C][C]0.001112[/C][/ROW]
[ROW][C]15[/C][C]-0.239362[/C][C]-1.8847[/C][C]0.032077[/C][/ROW]
[ROW][C]16[/C][C]-0.012553[/C][C]-0.0988[/C][C]0.460791[/C][/ROW]
[ROW][C]17[/C][C]0.023881[/C][C]0.188[/C][C]0.425729[/C][/ROW]
[ROW][C]18[/C][C]0.071287[/C][C]0.5613[/C][C]0.288303[/C][/ROW]
[ROW][C]19[/C][C]0.009901[/C][C]0.078[/C][C]0.469054[/C][/ROW]
[ROW][C]20[/C][C]-0.017519[/C][C]-0.1379[/C][C]0.445366[/C][/ROW]
[ROW][C]21[/C][C]-0.09158[/C][C]-0.7211[/C][C]0.236778[/C][/ROW]
[ROW][C]22[/C][C]-0.105641[/C][C]-0.8318[/C][C]0.204351[/C][/ROW]
[ROW][C]23[/C][C]0.321974[/C][C]2.5352[/C][C]0.006887[/C][/ROW]
[ROW][C]24[/C][C]-0.152479[/C][C]-1.2006[/C][C]0.117233[/C][/ROW]
[ROW][C]25[/C][C]0.021756[/C][C]0.1713[/C][C]0.43227[/C][/ROW]
[ROW][C]26[/C][C]-0.076655[/C][C]-0.6036[/C][C]0.274163[/C][/ROW]
[ROW][C]27[/C][C]0.012885[/C][C]0.1015[/C][C]0.459759[/C][/ROW]
[ROW][C]28[/C][C]0.120006[/C][C]0.9449[/C][C]0.174182[/C][/ROW]
[ROW][C]29[/C][C]-0.100286[/C][C]-0.7897[/C][C]0.216369[/C][/ROW]
[ROW][C]30[/C][C]0.00994[/C][C]0.0783[/C][C]0.468933[/C][/ROW]
[ROW][C]31[/C][C]-0.138716[/C][C]-1.0923[/C][C]0.139475[/C][/ROW]
[ROW][C]32[/C][C]0.170331[/C][C]1.3412[/C][C]0.092376[/C][/ROW]
[ROW][C]33[/C][C]0.044873[/C][C]0.3533[/C][C]0.362521[/C][/ROW]
[ROW][C]34[/C][C]-0.070554[/C][C]-0.5555[/C][C]0.290262[/C][/ROW]
[ROW][C]35[/C][C]-0.002753[/C][C]-0.0217[/C][C]0.491388[/C][/ROW]
[ROW][C]36[/C][C]-0.131069[/C][C]-1.032[/C][C]0.153031[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160281&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160281&T=1

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Autocorrelation Function
Time lag k	ACF(k)	T-STAT	P-value
1	-0.438692	-3.4543	5e-04
2	-0.034163	-0.269	0.39441
3	0.006301	0.0496	0.480293
4	-0.141184	-1.1117	0.135284
5	0.212823	1.6758	0.04941
6	0.014088	0.1109	0.456014
7	-0.140261	-1.1044	0.13684
8	-0.079992	-0.6299	0.265551
9	0.291393	2.2944	0.012582
10	-0.178601	-1.4063	0.082313
11	0.057986	0.4566	0.324784
12	-0.085255	-0.6713	0.252261
13	-0.164608	-1.2961	0.099868
14	0.4053	3.1913	0.001112
15	-0.239362	-1.8847	0.032077
16	-0.012553	-0.0988	0.460791
17	0.023881	0.188	0.425729
18	0.071287	0.5613	0.288303
19	0.009901	0.078	0.469054
20	-0.017519	-0.1379	0.445366
21	-0.09158	-0.7211	0.236778
22	-0.105641	-0.8318	0.204351
23	0.321974	2.5352	0.006887
24	-0.152479	-1.2006	0.117233
25	0.021756	0.1713	0.43227
26	-0.076655	-0.6036	0.274163
27	0.012885	0.1015	0.459759
28	0.120006	0.9449	0.174182
29	-0.100286	-0.7897	0.216369
30	0.00994	0.0783	0.468933
31	-0.138716	-1.0923	0.139475
32	0.170331	1.3412	0.092376
33	0.044873	0.3533	0.362521
34	-0.070554	-0.5555	0.290262
35	-0.002753	-0.0217	0.491388
36	-0.131069	-1.032	0.153031

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.438692	-3.4543	5e-04
2	-0.28062	-2.2096	0.015417
3	-0.182803	-1.4394	0.077535
4	-0.320694	-2.5251	0.007068
5	-0.050332	-0.3963	0.346618
6	0.084959	0.669	0.253
7	-0.059549	-0.4689	0.320397
8	-0.246241	-1.9389	0.028534
9	0.217146	1.7098	0.046151
10	0.044379	0.3494	0.363971
11	-0.014602	-0.115	0.454416
12	-0.079291	-0.6243	0.267348
13	-0.219393	-1.7275	0.044528
14	0.149519	1.1773	0.121784
15	-0.096106	-0.7567	0.226037
16	-0.124142	-0.9775	0.166062
17	-0.018484	-0.1455	0.442376
18	0.184095	1.4496	0.07611
19	0.065468	0.5155	0.304021
20	-0.036036	-0.2837	0.388775
21	0.037647	0.2964	0.383944
22	-0.093304	-0.7347	0.232653
23	0.002422	0.0191	0.492423
24	0.024239	0.1909	0.424629
25	0.03781	0.2977	0.383459
26	-0.041708	-0.3284	0.371854
27	0.058164	0.458	0.324283
28	0.009191	0.0724	0.471271
29	-0.034522	-0.2718	0.39333
30	0.050828	0.4002	0.345185
31	-0.127232	-1.0018	0.16016
32	-0.146685	-1.155	0.126261
33	0.09398	0.74	0.231046
34	0.009438	0.0743	0.470501
35	0.0065	0.0512	0.479673
36	-0.079682	-0.6274	0.266344

\begin{tabular}{lllllllll}
\hline
Partial Autocorrelation Function \tabularnewline
Time lag k & PACF(k) & T-STAT & P-value \tabularnewline
1 & -0.438692 & -3.4543 & 5e-04 \tabularnewline
2 & -0.28062 & -2.2096 & 0.015417 \tabularnewline
3 & -0.182803 & -1.4394 & 0.077535 \tabularnewline
4 & -0.320694 & -2.5251 & 0.007068 \tabularnewline
5 & -0.050332 & -0.3963 & 0.346618 \tabularnewline
6 & 0.084959 & 0.669 & 0.253 \tabularnewline
7 & -0.059549 & -0.4689 & 0.320397 \tabularnewline
8 & -0.246241 & -1.9389 & 0.028534 \tabularnewline
9 & 0.217146 & 1.7098 & 0.046151 \tabularnewline
10 & 0.044379 & 0.3494 & 0.363971 \tabularnewline
11 & -0.014602 & -0.115 & 0.454416 \tabularnewline
12 & -0.079291 & -0.6243 & 0.267348 \tabularnewline
13 & -0.219393 & -1.7275 & 0.044528 \tabularnewline
14 & 0.149519 & 1.1773 & 0.121784 \tabularnewline
15 & -0.096106 & -0.7567 & 0.226037 \tabularnewline
16 & -0.124142 & -0.9775 & 0.166062 \tabularnewline
17 & -0.018484 & -0.1455 & 0.442376 \tabularnewline
18 & 0.184095 & 1.4496 & 0.07611 \tabularnewline
19 & 0.065468 & 0.5155 & 0.304021 \tabularnewline
20 & -0.036036 & -0.2837 & 0.388775 \tabularnewline
21 & 0.037647 & 0.2964 & 0.383944 \tabularnewline
22 & -0.093304 & -0.7347 & 0.232653 \tabularnewline
23 & 0.002422 & 0.0191 & 0.492423 \tabularnewline
24 & 0.024239 & 0.1909 & 0.424629 \tabularnewline
25 & 0.03781 & 0.2977 & 0.383459 \tabularnewline
26 & -0.041708 & -0.3284 & 0.371854 \tabularnewline
27 & 0.058164 & 0.458 & 0.324283 \tabularnewline
28 & 0.009191 & 0.0724 & 0.471271 \tabularnewline
29 & -0.034522 & -0.2718 & 0.39333 \tabularnewline
30 & 0.050828 & 0.4002 & 0.345185 \tabularnewline
31 & -0.127232 & -1.0018 & 0.16016 \tabularnewline
32 & -0.146685 & -1.155 & 0.126261 \tabularnewline
33 & 0.09398 & 0.74 & 0.231046 \tabularnewline
34 & 0.009438 & 0.0743 & 0.470501 \tabularnewline
35 & 0.0065 & 0.0512 & 0.479673 \tabularnewline
36 & -0.079682 & -0.6274 & 0.266344 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=160281&T=2

[TABLE]
[ROW][C]Partial Autocorrelation Function[/C][/ROW]
[ROW][C]Time lag k[/C][C]PACF(k)[/C][C]T-STAT[/C][C]P-value[/C][/ROW]
[ROW][C]1[/C][C]-0.438692[/C][C]-3.4543[/C][C]5e-04[/C][/ROW]
[ROW][C]2[/C][C]-0.28062[/C][C]-2.2096[/C][C]0.015417[/C][/ROW]
[ROW][C]3[/C][C]-0.182803[/C][C]-1.4394[/C][C]0.077535[/C][/ROW]
[ROW][C]4[/C][C]-0.320694[/C][C]-2.5251[/C][C]0.007068[/C][/ROW]
[ROW][C]5[/C][C]-0.050332[/C][C]-0.3963[/C][C]0.346618[/C][/ROW]
[ROW][C]6[/C][C]0.084959[/C][C]0.669[/C][C]0.253[/C][/ROW]
[ROW][C]7[/C][C]-0.059549[/C][C]-0.4689[/C][C]0.320397[/C][/ROW]
[ROW][C]8[/C][C]-0.246241[/C][C]-1.9389[/C][C]0.028534[/C][/ROW]
[ROW][C]9[/C][C]0.217146[/C][C]1.7098[/C][C]0.046151[/C][/ROW]
[ROW][C]10[/C][C]0.044379[/C][C]0.3494[/C][C]0.363971[/C][/ROW]
[ROW][C]11[/C][C]-0.014602[/C][C]-0.115[/C][C]0.454416[/C][/ROW]
[ROW][C]12[/C][C]-0.079291[/C][C]-0.6243[/C][C]0.267348[/C][/ROW]
[ROW][C]13[/C][C]-0.219393[/C][C]-1.7275[/C][C]0.044528[/C][/ROW]
[ROW][C]14[/C][C]0.149519[/C][C]1.1773[/C][C]0.121784[/C][/ROW]
[ROW][C]15[/C][C]-0.096106[/C][C]-0.7567[/C][C]0.226037[/C][/ROW]
[ROW][C]16[/C][C]-0.124142[/C][C]-0.9775[/C][C]0.166062[/C][/ROW]
[ROW][C]17[/C][C]-0.018484[/C][C]-0.1455[/C][C]0.442376[/C][/ROW]
[ROW][C]18[/C][C]0.184095[/C][C]1.4496[/C][C]0.07611[/C][/ROW]
[ROW][C]19[/C][C]0.065468[/C][C]0.5155[/C][C]0.304021[/C][/ROW]
[ROW][C]20[/C][C]-0.036036[/C][C]-0.2837[/C][C]0.388775[/C][/ROW]
[ROW][C]21[/C][C]0.037647[/C][C]0.2964[/C][C]0.383944[/C][/ROW]
[ROW][C]22[/C][C]-0.093304[/C][C]-0.7347[/C][C]0.232653[/C][/ROW]
[ROW][C]23[/C][C]0.002422[/C][C]0.0191[/C][C]0.492423[/C][/ROW]
[ROW][C]24[/C][C]0.024239[/C][C]0.1909[/C][C]0.424629[/C][/ROW]
[ROW][C]25[/C][C]0.03781[/C][C]0.2977[/C][C]0.383459[/C][/ROW]
[ROW][C]26[/C][C]-0.041708[/C][C]-0.3284[/C][C]0.371854[/C][/ROW]
[ROW][C]27[/C][C]0.058164[/C][C]0.458[/C][C]0.324283[/C][/ROW]
[ROW][C]28[/C][C]0.009191[/C][C]0.0724[/C][C]0.471271[/C][/ROW]
[ROW][C]29[/C][C]-0.034522[/C][C]-0.2718[/C][C]0.39333[/C][/ROW]
[ROW][C]30[/C][C]0.050828[/C][C]0.4002[/C][C]0.345185[/C][/ROW]
[ROW][C]31[/C][C]-0.127232[/C][C]-1.0018[/C][C]0.16016[/C][/ROW]
[ROW][C]32[/C][C]-0.146685[/C][C]-1.155[/C][C]0.126261[/C][/ROW]
[ROW][C]33[/C][C]0.09398[/C][C]0.74[/C][C]0.231046[/C][/ROW]
[ROW][C]34[/C][C]0.009438[/C][C]0.0743[/C][C]0.470501[/C][/ROW]
[ROW][C]35[/C][C]0.0065[/C][C]0.0512[/C][C]0.479673[/C][/ROW]
[ROW][C]36[/C][C]-0.079682[/C][C]-0.6274[/C][C]0.266344[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=160281&T=2

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=160281&T=2

As an alternative you can also use a QR Code:

The GUIDs for individual cells are displayed in the table below:

Partial Autocorrelation Function
Time lag k	PACF(k)	T-STAT	P-value
1	-0.438692	-3.4543	5e-04
2	-0.28062	-2.2096	0.015417
3	-0.182803	-1.4394	0.077535
4	-0.320694	-2.5251	0.007068
5	-0.050332	-0.3963	0.346618
6	0.084959	0.669	0.253
7	-0.059549	-0.4689	0.320397
8	-0.246241	-1.9389	0.028534
9	0.217146	1.7098	0.046151
10	0.044379	0.3494	0.363971
11	-0.014602	-0.115	0.454416
12	-0.079291	-0.6243	0.267348
13	-0.219393	-1.7275	0.044528
14	0.149519	1.1773	0.121784
15	-0.096106	-0.7567	0.226037
16	-0.124142	-0.9775	0.166062
17	-0.018484	-0.1455	0.442376
18	0.184095	1.4496	0.07611
19	0.065468	0.5155	0.304021
20	-0.036036	-0.2837	0.388775
21	0.037647	0.2964	0.383944
22	-0.093304	-0.7347	0.232653
23	0.002422	0.0191	0.492423
24	0.024239	0.1909	0.424629
25	0.03781	0.2977	0.383459
26	-0.041708	-0.3284	0.371854
27	0.058164	0.458	0.324283
28	0.009191	0.0724	0.471271
29	-0.034522	-0.2718	0.39333
30	0.050828	0.4002	0.345185
31	-0.127232	-1.0018	0.16016
32	-0.146685	-1.155	0.126261
33	0.09398	0.74	0.231046
34	0.009438	0.0743	0.470501
35	0.0065	0.0512	0.479673
36	-0.079682	-0.6274	0.266344

Figure 1

PNG link

Postscript link

PDF link

Figure 2

PNG link

Postscript link

PDF link

Figure 3

PNG link

Postscript link

PDF link

Parameters (Session):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ;

Parameters (R input):

par1 = 36 ; par2 = 0.0 ; par3 = 1 ; par4 = 1 ; par5 = 12 ; par6 = White Noise ; par7 = 0.95 ; par8 = ;

R code (references can be found in the software module):

if (par1 == 'Default') {
par1 = 10*log10(length(x))
} else {
par1 <- as.numeric(par1)
}
par2 <- as.numeric(par2)
par3 <- as.numeric(par3)
par4 <- as.numeric(par4)
par5 <- as.numeric(par5)
if (par6 == 'White Noise') par6 <- 'white' else par6 <- 'ma'
par7 <- as.numeric(par7)
if (par8 != '') par8 <- as.numeric(par8)
ox <- x
if (par8 == '') {
if (par2 == 0) {
x <- log(x)
} else {
x <- (x ^ par2 - 1) / par2
}
} else {
x <- log(x,base=par8)
}
if (par3 > 0) x <- diff(x,lag=1,difference=par3)
if (par4 > 0) x <- diff(x,lag=par5,difference=par4)
bitmap(file='picts.png')
op <- par(mfrow=c(2,1))
plot(ox,type='l',main='Original Time Series',xlab='time',ylab='value')
if (par8=='') {
mytitle <- paste('Working Time Series (lambda=',par2,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(lambda=',par2,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
} else {
mytitle <- paste('Working Time Series (base=',par8,', d=',par3,', D=',par4,')',sep='')
mysub <- paste('(base=',par8,', d=',par3,', D=',par4,', CI=', par7, ', CI type=',par6,')',sep='')
}
plot(x,type='l', main=mytitle,xlab='time',ylab='value')
par(op)
dev.off()
bitmap(file='pic1.png')
racf <- acf(x, par1, main='Autocorrelation', xlab='time lag', ylab='ACF', ci.type=par6, ci=par7, sub=mysub)
dev.off()
bitmap(file='pic2.png')
rpacf <- pacf(x,par1,main='Partial Autocorrelation',xlab='lags',ylab='PACF',sub=mysub)
dev.off()
(myacf <- c(racf$acf))
(mypacf <- c(rpacf$acf))
lengthx <- length(x)
sqrtn <- sqrt(lengthx)
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','ACF(k)','click here for more information about the Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 2:(par1+1)) {
a<-table.row.start(a)
a<-table.element(a,i-1,header=TRUE)
a<-table.element(a,round(myacf[i],6))
mytstat <- myacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable.tab')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Partial Autocorrelation Function',4,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Time lag k',header=TRUE)
a<-table.element(a,hyperlink('basics.htm','PACF(k)','click here for more information about the Partial Autocorrelation Function'),header=TRUE)
a<-table.element(a,'T-STAT',header=TRUE)
a<-table.element(a,'P-value',header=TRUE)
a<-table.row.end(a)
for (i in 1:par1) {
a<-table.row.start(a)
a<-table.element(a,i,header=TRUE)
a<-table.element(a,round(mypacf[i],6))
mytstat <- mypacf[i]*sqrtn
a<-table.element(a,round(mytstat,4))
a<-table.element(a,round(1-pt(abs(mytstat),lengthx),6))
a<-table.row.end(a)
}
a<-table.end(a)
table.save(a,file='mytable1.tab')

Free Statistics

Description of Statistical Computation

Tree of Dependent Computations

Dataset

Tables (Output of Computation)

Figures (Output of Computation)

Input Parameters & R Code